Subgeometric Rates of Convergence for Discrete Time Markov Chains under Discrete Time Subordination
Probability
2019-01-08 v2
Abstract
In this note, we are concerned with the subgeometric rate of convergence of a Markov chain with discrete time parameter to its invariant measure in the -norm. We clarify how three typical subgeometric rates of convergence are inherited under a discrete time version of Bochner's subordination. The crucial point is to establish the corresponding moment estimates for discrete time subordinators under some reasonable conditions on the underlying Bernstein function.
Keywords
Cite
@article{arxiv.1706.05533,
title = {Subgeometric Rates of Convergence for Discrete Time Markov Chains under Discrete Time Subordination},
author = {Chang-Song Deng},
journal= {arXiv preprint arXiv:1706.05533},
year = {2019}
}
Comments
to appear in J. Theor. Probab